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The Russian Trading System (RTS) website (www.rts.ru) allows investor to download EOD quotes for all listed securities (Stocks, Bonds, and Inv. Funds). This data is automatically retrieved by this downloader, parsed and then added to your quotes database.
This RTS RU data item requires that you select a start and end date and then you press the download button. Quotes are downloaded by date and they contain data not only for stocks, but also bonds and Inv. Funds.
The downloaded CSV file from rts.ru contains data only for securities that were traded during a particular date (the other symbols will get no values), and thus only few securities data are reported each trading day. The solution I have found to that problem is to create a script that tells the application to grab the last quotes data whenever a symbol is reported empty for a particular date.
Here is the issue explained with an example:
After downloading some quotes, the NKNCP symbol will contain the following price series: (Just an example)
16/10/2009 - 1.55
23/10/2009 - 1.6
26/10/2009 - 1.8
Here is the result after applying the script I have implemented in the RTS RU data object:
16/10/2009 - 1.55
19/10/2009 - 1.55 - Added (Monday)
20/10/2009 - 1.55 - Added (Tuesday)
21/10/2009 - 1.55 - Added (Wednesday)
22/10/2009 - 1.55 - Added (Thursday)
23/10/2009 - 1.6
26/10/2009 - 1.8
All of this is done automatically by this RTS RU data object.
The current downloader adds unknown symbols to the database. These symbols will not contain any information about the company, bond security or investment fund. However, you can download a list of symbols that contains such data. This list can be found here: Russian Stock Market.
Before retrieving quotes, download the above list of symbols and select a new account where to add symbols. After that, download this RTS RU data item and start downloading quotes.
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